Option-implied correlation between iTraxx Europe Financials and Non-Financials Indexes: A measure of spillover effect in European debt crisis
| Year of publication: |
2013
|
|---|---|
| Authors: | Hui, Cho-Hoi ; Lo, Chi-Fai ; Lau, Chun-Sing |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 7529053. - Vol. 37.2013, 9, p. 3694-3703
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